+55.8%
DOCS vs IAG
+573.1%
-517.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -1.3% | +4.5% | -5.9% | -2.2% |
| 30D | +19.4% | -5.7% | +25.1% | +20.4% |
| 3M | +53.4% | +10.1% | +43.3% | +50.3% |
| 6M | +28.8% | +7.3% | +21.5% | +25.6% |
| YTD | -25.1% | +6.1% | -31.2% | -29.0% |
| 1Y | -48.1% | +46.8% | -95.0% | -54.7% |
| All | +55.8% | +573.1% | -517.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling